-12.1%
SHOP vs ES
+6.0%
-18.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.8% |
| 7D | +2.1% | -1.1% | +3.2% | +2.3% |
| 30D | -16.8% | +8.2% | -25.1% | -18.2% |
| 3M | -2.4% | +0.6% | -3.0% | -2.6% |
| 6M | +47.0% | +6.0% | +41.0% | +45.0% |
| YTD | -8.8% | +9.3% | -18.1% | -11.2% |
| 1Y | -6.3% | +1.1% | -7.4% | -7.3% |
| 3Y | +139.3% | +51.9% | +87.4% | +98.6% |
| 5Y | -12.1% | +6.5% | -18.5% | -13.4% |
| All | -12.1% | +6.0% | -18.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling